convert lp problem given in MPS format to linpro format
lp = mps2linpro(mps) [p,C,b,ci,cs,mi] = mps2linpro(mps)
either a character string, path of the MPS file, or an mps data structure returned by readmps
a linpro data tlist with following fields:
real (column) vector (dimension n
)
real matrix (dimension (mi + md) x n
) (If no constraints are given, you can set C = []
)
RHS vector (dimension 1 x (mi + md)
)
(column) vector of lower-bounds (dimension n
). If there are no lower bound constraints, put ci = []
. If some components of x
are bounded from below, set the other (unconstrained) values of ci
to a very large negative number (e.g. ci(j) = -(% eps)^(-1)
.
(column) vector of upper-bounds. (Same remarks as above).
number of equality constraints (i.e. C(1:mi,:)*x = b(1:mi)
)
mps2linpro forms Linear programing data compatible with linpro out of MPS data format.